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Mathematical definition, mapping, and detection of (anti) fragility
被引:82
作者
:
Taleb, N. N.
论文数:
0
引用数:
0
h-index:
0
机构:
NYU Poly, Brooklyn, NY 11201 USA
NYU Poly, Brooklyn, NY 11201 USA
Taleb, N. N.
[
1
]
Douady, R.
论文数:
0
引用数:
0
h-index:
0
机构:
Ctr Econ Sorbonne, Paris, France
NYU Poly, Brooklyn, NY 11201 USA
Douady, R.
[
2
]
机构
:
[1]
NYU Poly, Brooklyn, NY 11201 USA
[2]
Ctr Econ Sorbonne, Paris, France
来源
:
QUANTITATIVE FINANCE
|
2013年
/ 13卷
/ 11期
关键词
:
INCREASING RISK;
D O I
:
10.1080/14697688.2013.800219
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
[No abstract available]
引用
收藏
页码:1677 / 1689
页数:13
相关论文
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[1]
Reasoning the fast and frugal way: Models of bounded rationality
[J].
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UNIV CHICAGO, DEPT PSYCHOL, CHICAGO, IL 60637 USA
UNIV CHICAGO, DEPT PSYCHOL, CHICAGO, IL 60637 USA
Goldstein, DG
.
PSYCHOLOGICAL REVIEW,
1996,
103
(04)
:650
-669
[2]
Homo Heuristicus: Why Biased Minds Make Better Inferences
[J].
Gigerenzer, Gerd
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引用数:
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机构:
Max Planck Inst Human Dev, D-14195 Berlin, Germany
Max Planck Inst Human Dev, D-14195 Berlin, Germany
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;
Brighton, Henry
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Max Planck Inst Human Dev, D-14195 Berlin, Germany
Brighton, Henry
.
TOPICS IN COGNITIVE SCIENCE,
2009,
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(01)
:107
-143
[3]
Option traders use (very) sophisticated heuristics, never the Black-Scholes-Merton formula
[J].
Haug, Espen Gaarder
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.
JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION,
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(02)
:97
-106
[4]
On the convex functions and inequalities between mean values
[J].
Jensen, JLWV
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ACTA MATHEMATICA,
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Kahneman D., 1979, ECONOMETRICA, V46, P171
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The M3-Competition: results, conclusions and implications
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INSEAD, F-77305 Fontainebleau, France
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0
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UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
HIBON, M
;
LEWANDOWSKI, R
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0
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0
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UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
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.
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(02)
:111
-153
[8]
RISK-AVERSION IN THE SMALL AND IN THE LARGE
[J].
PRATT, JW
论文数:
0
引用数:
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h-index:
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PRATT, JW
.
ECONOMETRICA,
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32
(1-2)
:122
-136
[9]
INCREASING RISK .1. DEFINITION
[J].
ROTHSCHILD, M
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN,NEW HAVEN,CT 06520
ROTHSCHILD, M
;
STIGLITZ, JE
论文数:
0
引用数:
0
h-index:
0
机构:
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STIGLITZ, JE
.
JOURNAL OF ECONOMIC THEORY,
1970,
2
(03)
:225
-243
[10]
INCREASING RISK .2. ITS ECONOMIC CONSEQUENCES
[J].
ROTHSCHILD, M
论文数:
0
引用数:
0
h-index:
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机构:
HARVARD UNIV, CAMBRIDGE, MA 02138 USA
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;
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机构:
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STIGLITZ, JE
.
JOURNAL OF ECONOMIC THEORY,
1971,
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(01)
:66
-84
←
1
2
→
共 11 条
[1]
Reasoning the fast and frugal way: Models of bounded rationality
[J].
Gigerenzer, G
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, DEPT PSYCHOL, CHICAGO, IL 60637 USA
UNIV CHICAGO, DEPT PSYCHOL, CHICAGO, IL 60637 USA
Gigerenzer, G
;
Goldstein, DG
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, DEPT PSYCHOL, CHICAGO, IL 60637 USA
UNIV CHICAGO, DEPT PSYCHOL, CHICAGO, IL 60637 USA
Goldstein, DG
.
PSYCHOLOGICAL REVIEW,
1996,
103
(04)
:650
-669
[2]
Homo Heuristicus: Why Biased Minds Make Better Inferences
[J].
Gigerenzer, Gerd
论文数:
0
引用数:
0
h-index:
0
机构:
Max Planck Inst Human Dev, D-14195 Berlin, Germany
Max Planck Inst Human Dev, D-14195 Berlin, Germany
Gigerenzer, Gerd
;
Brighton, Henry
论文数:
0
引用数:
0
h-index:
0
机构:
Max Planck Inst Human Dev, D-14195 Berlin, Germany
Max Planck Inst Human Dev, D-14195 Berlin, Germany
Brighton, Henry
.
TOPICS IN COGNITIVE SCIENCE,
2009,
1
(01)
:107
-143
[3]
Option traders use (very) sophisticated heuristics, never the Black-Scholes-Merton formula
[J].
Haug, Espen Gaarder
论文数:
0
引用数:
0
h-index:
0
机构:
Independent Opt Trader, London, England
NYU Poly, Metrotech Ctr 6, Brooklyn, NY 11201 USA
Haug, Espen Gaarder
;
Taleb, Nassim Nicholas
论文数:
0
引用数:
0
h-index:
0
机构:
NYU Poly, Metrotech Ctr 6, Brooklyn, NY 11201 USA
NYU Poly, Metrotech Ctr 6, Brooklyn, NY 11201 USA
Taleb, Nassim Nicholas
.
JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION,
2011,
77
(02)
:97
-106
[4]
On the convex functions and inequalities between mean values
[J].
Jensen, JLWV
论文数:
0
引用数:
0
h-index:
0
Jensen, JLWV
.
ACTA MATHEMATICA,
1906,
30
(02)
:175
-193
[5]
Kahneman D., 1979, ECONOMETRICA, V46, P171
[6]
The M3-Competition: results, conclusions and implications
[J].
Makridakis, S
论文数:
0
引用数:
0
h-index:
0
机构:
INSEAD, F-77305 Fontainebleau, France
INSEAD, F-77305 Fontainebleau, France
Makridakis, S
;
Hibon, M
论文数:
0
引用数:
0
h-index:
0
机构:
INSEAD, F-77305 Fontainebleau, France
INSEAD, F-77305 Fontainebleau, France
Hibon, M
.
INTERNATIONAL JOURNAL OF FORECASTING,
2000,
16
(04)
:451
-476
[7]
THE ACCURACY OF EXTRAPOLATION (TIME-SERIES) METHODS - RESULTS OF A FORECASTING COMPETITION
[J].
MAKRIDAKIS, S
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
MAKRIDAKIS, S
;
ANDERSEN, A
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
ANDERSEN, A
;
CARBONE, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
CARBONE, R
;
FILDES, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
FILDES, R
;
HIBON, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
HIBON, M
;
LEWANDOWSKI, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
LEWANDOWSKI, R
;
NEWTON, J
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
NEWTON, J
;
PARZEN, E
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
PARZEN, E
;
WINKLER, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV SYDNEY,DEPT ECON STAT,SYDNEY,NSW 2006,AUSTRALIA
WINKLER, R
.
JOURNAL OF FORECASTING,
1982,
1
(02)
:111
-153
[8]
RISK-AVERSION IN THE SMALL AND IN THE LARGE
[J].
PRATT, JW
论文数:
0
引用数:
0
h-index:
0
PRATT, JW
.
ECONOMETRICA,
1964,
32
(1-2)
:122
-136
[9]
INCREASING RISK .1. DEFINITION
[J].
ROTHSCHILD, M
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN,NEW HAVEN,CT 06520
ROTHSCHILD, M
;
STIGLITZ, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN,NEW HAVEN,CT 06520
STIGLITZ, JE
.
JOURNAL OF ECONOMIC THEORY,
1970,
2
(03)
:225
-243
[10]
INCREASING RISK .2. ITS ECONOMIC CONSEQUENCES
[J].
ROTHSCHILD, M
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV, CAMBRIDGE, MA 02138 USA
ROTHSCHILD, M
;
STIGLITZ, JE
论文数:
0
引用数:
0
h-index:
0
机构:
HARVARD UNIV, CAMBRIDGE, MA 02138 USA
STIGLITZ, JE
.
JOURNAL OF ECONOMIC THEORY,
1971,
3
(01)
:66
-84
←
1
2
→